Sequential conditional correlations: inference and evaluation (Q2630121): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2009.05.002
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+W2089540673
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@@ Property / cites work @@
+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
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+Asymptotic theory for multivariate GARCH processes.
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+ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
@@ Property / cites work: ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL / rank @@
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+Matrix exponential GARCH
@@ Property / cites work: Matrix exponential GARCH / rank @@
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+Volatility forecast comparison using imperfect volatility proxies
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+Threshold heteroskedastic models
@@ Property / cites work: Threshold heteroskedastic models / rank @@
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